well, XviD avi format is not the only one that you can burn/watched in DVD/DVD player, you can also burn mkv's, mp4's or even rm's and rmvb's format into DVD, you just need a software that support the files... but the only converter/burner I know is in rm's/rmvb's, I mean its a good one

but the reason why Raza is asking for XVID only is because the dvd player can't play other formats, probably still an old one...

but like Haru said, there are also programs that do the encoding for you, once tried out a program that turned a normal .rm episode into a dvd video, and it played well on the dvd player, although quality really drops, so it's better to pick a better encode then mine if you want to try burning realmedia files...